Problem: Find the minimum value of
\[2 \cos \theta + \frac{1}{\sin \theta} + \sqrt{2} \tan \theta\]for $0 < \theta < \frac{\pi}{2}.$
Answer: By AM-GM,
\[2 \cos \theta + \frac{1}{\sin \theta} + \sqrt{2} \tan \theta \ge 3 \sqrt[3]{2 \cos \theta \cdot \frac{1}{\sin \theta} \cdot \sqrt{2} \tan \theta} = 3 \sqrt{2}.\]Equality occurs when $\theta = \frac{\pi}{4},$ so the minimum value is $\boxed{3 \sqrt{2}}.$